Filling: Spread butter over each rectangle, leaving 1/2-inch (1 cm) border on 1 long side. Mix sugar with cocoa; sprinkle over butter. Starting at long buttered side, roll up tightly into log; pinch edge to seal, brushing with water if necessary.

Fold each log in half; twist twice and pinch open ends together to seal. Fit into 2 greased 8- x 4-inch (1.5 L) loaf pans. Cover with greased plastic wrap; let rise in warm place until doubled in bulk, 1 to 1-1/2 hours.

Whisk remaining egg with 2 tsp (10 mL) water. Brush over loaves.

Streusel: Stir flour with sugar. Using pastry blender or 2 knives, cut in butter until in coarse crumbs. Sprinkle over loaves.